An out-of-sample comparative analysis of hedging performance of stock index futures : dynamic versus static hedging
Year of publication: |
2009
|
---|---|
Authors: | Yang, Ming Jing ; Lai, Yi-Chuan |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 19.2009, 13/15, p. 1059-1072
|
Subject: | Hedging | Index-Futures | Index futures | Welt | World |
-
Hedging in stock index futures : lessons from the crash
Nevler, James M., (1988)
-
Short-run deviations and optimal hedge ratio : evidence from stock futures
Choudhry, Taufiq, (2003)
-
What is a better cross-hedge for energy : equities or other commodities?
Olson, Eric, (2019)
- More ...
-
Yang, Ming Jing, (2009)
-
Yang, Ming Jing, (2009)
-
Yang, Ming Jing, (2009)
- More ...